-100.0%
DFNS vs GGLL
+195.8%
-295.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.4% |
| 7D | -42.8% | +6.3% | -49.2% | -43.4% |
| 30D | -67.6% | -35.1% | -32.5% | -65.5% |
| 3M | -94.9% | -37.7% | -57.2% | -94.5% |
| 6M | -96.7% | -54.1% | -42.6% | -96.6% |
| YTD | -99.6% | -29.4% | -70.2% | -99.6% |
| 1Y | -99.7% | -13.4% | -86.3% | -99.7% |
| 3Y | -100.0% | +158.3% | -258.3% | -100.0% |
| All | -100.0% | +195.8% | -295.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling